Lagrangian Uncertainty Quantification and Information Inequalities for Stochastic Flows
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Publication:5158922
DOI10.1137/19M1263133zbMath1481.60104arXiv1905.08707OpenAlexW3184017816MaRDI QIDQ5158922
Publication date: 26 October 2021
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.08707
information theoryinformation geometrystochastic flowsinformation inequalities\(\varphi\)-divergenceexpansion ratesLagrangian uncertainty quantification
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Generation, random and stochastic difference and differential equations (37H10) Information theory (general) (94A15)
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